Please show me the steps and formulas, or how to do it on Excel.

Check my wort 1 3 points A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 4.3%. The probability distributions of the risky funds are: Expected Return Standard deviation Stock fund (5) 134 34 Bond fund (8) 65 274 The correlation between the fund returns is.0630. Suppose now that your portfolio must yield an expected return of 11% and be efficient, that is, on the best feasible CAL a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Skipped eBook Print Standard deviation References b-1. What is the proportion invested in the T-bil fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund % b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested Stocks Bonds % %